-7.9%
BN vs IRE
-97.2%
+89.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +39.6% | -40.5% | -2.1% |
| 7D | +5.3% | -27.2% | +32.5% | +5.7% |
| 30D | +11.9% | -75.1% | +87.0% | +16.3% |
| 3M | -5.7% | -77.9% | +72.1% | -2.3% |
| 6M | -10.6% | -94.6% | +84.0% | -3.7% |
| YTD | -9.4% | -91.5% | +82.2% | -8.3% |
| 1Y | -8.8% | -97.8% | +89.0% | -2.6% |
| All | -7.9% | -97.2% | +89.4% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling